+284.1%
SHW vs PH
+795.7%
-511.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -11.4% | -10.3% | -1.1% | -7.1% |
| 3M | +3.5% | +5.1% | -1.6% | +0.9% |
| 6M | -3.4% | +2.3% | -5.6% | -4.8% |
| YTD | -0.3% | +8.7% | -9.0% | -4.4% |
| 1Y | -10.4% | +26.8% | -37.2% | -20.0% |
| 3Y | +21.3% | +139.2% | -117.9% | -20.4% |
| 5Y | +12.9% | +251.1% | -238.2% | -38.9% |
| 10Y | +284.1% | +812.6% | -528.5% | +23.5% |
| All | +284.1% | +795.7% | -511.6% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling